Related papers: An algorithm for optimal transport between a simpl…
Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…
Optimal Transport is a popular distance metric for measuring similarity between distributions. Exact algorithms for computing Optimal Transport can be slow, which has motivated the development of approximate numerical solvers (e.g. Sinkhorn…
We study the multi-marginal partial optimal transport (POT) problem between $m$ discrete (unbalanced) measures with at most $n$ supports. We first prove that we can obtain two equivalence forms of the multimarginal POT problem in terms of…
Branched Optimal Transport (BOT) is a generalization of optimal transport in which transportation costs along an edge are subadditive. This subadditivity models an increase in transport efficiency when shipping mass along the same route,…
Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…
This paper introduces the use of unbalanced optimal transport methods as a similarity measure for diffeomorphic matching of imaging data. The similarity measure is a key object in diffeomorphic registration methods that, together with the…
Optimal transport (OT) has become exceedingly popular in machine learning, data science, and computer vision. The core assumption in the OT problem is the equal total amount of mass in source and target measures, which limits its…
We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…
Given two probability measures $\mu$ and $\nu$ in "convex order" on $\R^d$, we study the profile of one-step martingale plans $\pi$ on $\R^d\times \R^d$ that optimize the expected value of the modulus of their increment among all…
Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…
We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…
We show that the discrete Sinkhorn algorithm - as applied in the setting of Optimal Transport on a compact manifold - converges to the solution of a fully non-linear parabolic PDE of Monge-Ampere type, in a large-scale limit. The latter…
Monge map refers to the optimal transport map between two probability distributions and provides a principled approach to transform one distribution to another. Neural network based optimal transport map solver has gained great attention in…
Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…
Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In this paper, we develop computational tools for solving AOT…
In this paper the problem of maximizing the distance to a given fixed point over an intersection of balls is considered. It is known that this problem is NP complete in the general case, since any subset sum problem can be solved upon…
This article revolves around shape and topology optimization, in the applicative context where the objective and constraint functionals depend on the solution to a physical boundary value problem posed on the optimized domain. We introduce…
We discuss an algorithm to compute transport maps that couple the uniform measure on $[0,1]^d$ with a specified target distribution $\pi$ on $[0,1]^d$. The primary objectives are either to sample from or to compute expectations w.r.t.…
We investigate the semi-discrete Optimal Transport (OT) problem, where a continuous source measure $\mu$ is transported to a discrete target measure $\nu$, with particular attention to the OT map approximation. In this setting, Stochastic…
This paper deals with the 3/4-discrete 2-Wasserstein optimal transport between two measures, where one is supported by a set of segment and the other one is supported by a set of Dirac masses. We select the most suitable optimization…